Regulatory Capital Modelling Expertise Lead

We are looking for a Regulatory Capital Modelling expertise lead. The RCM department designs, develops and implements regulatory (IRB) models as well as related models (e.g. credit approval models).

What will you do?

As the lead, you are end-to-end accountable for the change processes of these model developments, as well as for integrated Human Resource management for colleagues working in the RCM department. You are guiding three leading seniors who are organizing and steering on a daily basis the three teams within the department. Your role focusses on prioritization for the medium term, formulating long term strategy for department management and setting vision for the development of these models.

This is where you'll work

The RCM department is one of the six departments in the Quantitative Risk Management (QRM) division. QRM is responsible for facilitating quantitative approaches (such as models) as a first line function within the CRO domain. The RCM department closely collaborates with other departments within QRM. In particular, the RCM department works with the Provisions and Stress Test Models (PSM) department which has a similar role with respect to IFRS 9 and pillar II models, and with the Backbone Risk Modelling (BRM) department which builds fundamental solutions on which various models are based. The Regulatory Capital Office (RCO) department is the model owner and main user of IRB models. Technical Engineers are allocated from the Data Domain to work with the RCM teams on data extraction solutions and model implementation.

Way of working

The QRM division has a way of working to revolves around the management of “epics” that are allocated to and managed by leading seniors. Leading seniors escalate to you whenever they cannot manage the challenges on the epics within their teams and with their stakeholders. As the lead and you escalate to MT QRM and the director QRM. Progress and status are recorded in online tooling and presented in a physical Obeya Room. Currently the teams are working on the finalization of IRB model implementations, as part of a larger project with major deliverables in Q4 2025. At the same time new initiatives have recently started which focus on deliverables in 2026.

Responsibilities

• You are accountable for the delivery of solutions within the scope of the RCM department.
• You directly manage 20-25 colleagues with a focus on their personal growth.
• You organize the RCM department, in particular through leading the leading seniors.
• You are a member of the Management Team of QRM.
• You participate in Steering Committees of relevant projects.
• You cooperate with other leads within QRM to ensure effective and efficient functioning of QRM.
• You ensure with the lead Engineer that colleagues work with the same prioritization and vision.
• You manage resources allocated to the department.
• You prioritize the efforts of the teams on the basis of epic planning.
• You cooperate with a wide range of parties in the Bank.

Leadership

As a lead, you are decisive, result-oriented and entrepreneurial. You inspire, stimulate ownership and build strong teams. With transparent communication and a people-oriented approach, you create an environment in which employees grow and excel. You are a role model of our core values – Honest, Personal and Entrepreneurial – and thus contribute to the success of our team and the organization.

Your qualities

• Academic (WO) degree in a relevant subject.
• 10-15 year work experience in a comparable context.
• 2-5 year experience in a similar management position.
• Ability to coach and manage colleagues on skills and content knowledge.
• Fitting leadership style to help improve the organization.

What do we offer?

• Flexible workweek schedule.
• Holiday allowance and a thirteenth month.
• 208.8 hours of leave based on full-time employment regardless of your age.
• A good collective pension scheme.
• Good work-life balance and we are flexible in working from home.
• Good opportunity to continue developing yourself.

About us

ASN Bank is an accessible and forward-looking bank with an eye for people, society, and the future. We sustainably contribute to financial solutions for our customers while addressing Dutch societal issues. We pay particular attention to sustainability, financial wellbeing, and good housing. As a bank, we combine the convenience of secure mobile banking with the power of personal advice. Thanks to our nationwide network of branches, we are also physically close by when it matters.

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